CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 0.6909 0.6985 0.0076 1.1% 0.6909
High 0.7030 0.7023 -0.0007 -0.1% 0.7030
Low 0.6901 0.6985 0.0084 1.2% 0.6901
Close 0.7020 0.7019 -0.0001 0.0% 0.7019
Range 0.0129 0.0038 -0.0091 -70.5% 0.0129
ATR 0.0078 0.0075 -0.0003 -3.6% 0.0000
Volume 26 8 -18 -69.2% 58
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7123 0.7109 0.7040
R3 0.7085 0.7071 0.7029
R2 0.7047 0.7047 0.7026
R1 0.7033 0.7033 0.7022 0.7040
PP 0.7009 0.7009 0.7009 0.7013
S1 0.6995 0.6995 0.7016 0.7002
S2 0.6971 0.6971 0.7012
S3 0.6933 0.6957 0.7009
S4 0.6895 0.6919 0.6998
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7370 0.7324 0.7090
R3 0.7241 0.7195 0.7054
R2 0.7112 0.7112 0.7043
R1 0.7066 0.7066 0.7031 0.7089
PP 0.6983 0.6983 0.6983 0.6995
S1 0.6937 0.6937 0.7007 0.6960
S2 0.6854 0.6854 0.6995
S3 0.6725 0.6808 0.6984
S4 0.6596 0.6679 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7030 0.6850 0.0180 2.6% 0.0067 0.9% 94% False False 13
10 0.7116 0.6850 0.0266 3.8% 0.0062 0.9% 64% False False 9
20 0.7305 0.6850 0.0455 6.5% 0.0055 0.8% 37% False False 7
40 0.7354 0.6850 0.0504 7.2% 0.0055 0.8% 34% False False 4
60 0.7690 0.6850 0.0840 12.0% 0.0044 0.6% 20% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7185
2.618 0.7122
1.618 0.7084
1.000 0.7061
0.618 0.7046
HIGH 0.7023
0.618 0.7008
0.500 0.7004
0.382 0.7000
LOW 0.6985
0.618 0.6962
1.000 0.6947
1.618 0.6924
2.618 0.6886
4.250 0.6824
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 0.7014 0.7001
PP 0.7009 0.6983
S1 0.7004 0.6966

These figures are updated between 7pm and 10pm EST after a trading day.

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